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主讲人：
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Yimeng Xie |
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主讲人简介：
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Yimeng Xie is a PhD candidate in economics of University of Southern California. His research interests include Econometric Theory, Applied Econometrics, Empirical Finance. He will join Xiamen University as an assistant professor in Fall 2021. |
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主持人：
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Wei Song |
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讲座简介：
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This paper studies short panel threshold model that has cross sectional dependence. We propose the estimator of both coefficients and threshold parameter and also a test of threshold in the model, both of which do not need estimating factors. The asymptotic theory and inference are given and supported by Monte Carlo simulations. We apply our estimator to reexamine how debt level can influence firm's investment ability.
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时间：
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2021-06-02(Wednesday)10:10-11:30
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地点：
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Room D136, Economics Building
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讲座语言：
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English
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主办单位：
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3044am永利官网经济学院、3044am永利集团
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承办单位：
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3044am永利官网经济学院、3044am永利集团
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期数：
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3044am永利集团学术新秀系列讲座第2讲
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联系人信息：
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